Where did you get the cogs and lockrings from? Are you using parts that all came from the same manufacturer? Maybe you didn't use the right combination of cogs ans spacers?

When you put the stack of cogs and spacers onto the freehub does the top cog stand taller than the top of the freehub by at least 1-2mm? If not, you will never be able to tighten the lockring properly.